Continuous-state branching processes with collisions: first passage times and duality
DOI10.1016/j.spa.2023.104230zbMath1530.60081arXiv2207.04621MaRDI QIDQ6186388
Clément Foucart, Matija Vidmar
Publication date: 9 January 2024
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2207.04621
first passage timeone-dimensional diffusioncontinuous-state branching processLaplace dualitybranching process with interactionsLamperti time-change
Population dynamics (general) (92D25) Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Boundary theory for Markov processes (60J50) Feller processes (60G53)
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